EViews.com

Dear Admin,

I will like to know how to practically carry out the following diagnostic tests in the Markov Switching Regime using the Eviews 8 version.

Firstly, I will like to know how to carry out the Auto-correlation test in Markov Switching regime
Secondly, the ARCH test
Thirdly, how to carry out the test for the validity of the number of regime in the Markov Switching regime
Fourth,the use of Wald test for testing different restrictions on the Markov Switching model.

Thank you

Mayowa.

Hi Mayowa,
I need the answers to your questions please.
Specially I don't know how to test the hypothesis of markov (that there is switching of regime)

For the rest I do this tests and I am not sure that's correct.
"Firstly, I will like to know how to carry out the Auto-correlation test in Markov Switching regime"
View-Residuals diagnostics-correlogram-Qstatsticis.

"Secondly, the ARCH test"
View-Residuals diagnostics-correlogram-squared residuals (I don't found LM test in Eviews 8 for switchning regime)

"Thirdly, how to carry out the test for the validity of the number of regime in the Markov Switching regime"
View-coefficients diagnostics-Test Wald. and I test whether the coefficient of added parameters are equal to 0.

Thanks
Ella